Ok, the first one is social security. As freelancer you have no insurance and you are not going to get pension at the end of your working career. For me, it's not a big problem, I can live with that.
The second and the most bothering disadvantage is that you are working alone and individual: If you are working in a company with a group you have a change to learn new things, styles and tips from other designers and thats a good way to improve your skill, but while working alone you have no one to learn from and you are staying in one place.
Right now I'm studying in the Arts Academy of Lithuania, I'm in the third course and I realy like working as freelancer. I get more money and I have more free time, also I can manage my working day as I want. In the future I'm planing to open my own design company.
So the question is : Should I go to a design company for a full time work? Money is not a motivation for me. Will I get any useful experience and should I go through all the designer's levels?
Are there other disadvantages which can occur in the near future?
Working at an agency early in your career is a great way to network with other designers, developers, project managers, etc. as well as build up a decent client list for your portfolio. If the agency is any good you will certainly learn quite a bit about process and dealing with clients.